Theory of Markov Processes - E. B. Dynkin

Theory of Markov Processes

By E. B. Dynkin

  • Release Date - Published: 2012-01-27
  • Book Genre: Mathematics
  • Author: E. B. Dynkin
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Theory of Markov Processes E. B. Dynkin read online review & book description:

An investigation of the logical foundations of the theory behind Markov random processes, this text explores subprocesses, transition functions, and conditions for boundedness and continuity. Rather than focusing on probability measures individually, the work explores connections between functions. An elementary grasp of the theory of Markov processes is assumed.
Starting with a brief survey of relevant concepts and theorems from measure theory, the text investigates operations that permit an inspection of the class of Markov processes corresponding to a given transition function. It advances to the more complicated operations of generating a subprocess, followed by examinations of the construction of Markov processes with given transition functions, the concept of a strictly "Markov process," and the conditions required for boundedness and continuity of a Markov process. Addenda, notes, references, and indexes supplement the text.

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